It seems that something is missing in the instructions.
I have install linux-generic-lts-saucy kernel on core and not linux-generic-lts-trusty because I assumed that it was a mistake ?!
I redid a full installation with update, dist-ugrade, Diskless_BuildDefaultImage.sh and Diskless_CreateTBZ.sh.
After a long time ;-) I had to insert a noapic nolapic in the tftpboot default file (without I have a kernel panic).
NUC I5 boot but after the Diskless_Setup it does not go to the AV Wizard. I only have the kde logo boot splash and nothing append (after 1 hours !).
I have install another MD (Zotac HD41) without problem.
I have look the NUC I5 logs but nothing explains what happens. It is like it is frozen and I can not log on it via ssh.
Sorry but for now I have no idea what I have to do :-(